A new multiple imputation method for bounded missing values

A proportioned residual draw method is introduced to impute bounded missing values. It is shown that this new regression-based imputation method is least biased and robust for heavy-tailed and skewed error distributions, regardless of number of boundaries and missing mechanisms.

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Bibliographic Details
Published inStatistics & probability letters Vol. 107; pp. 204 - 209
Main Authors Kwon, Tae Yeon, Park, Yousung
Format Journal Article
LanguageEnglish
Published Elsevier B.V 01.12.2015
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Summary:A proportioned residual draw method is introduced to impute bounded missing values. It is shown that this new regression-based imputation method is least biased and robust for heavy-tailed and skewed error distributions, regardless of number of boundaries and missing mechanisms.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2015.08.028